Access Statistics for Yakup Eser ARISOY

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility Expectations and Threshold CAPM 0 0 0 0 0 0 5 6
Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia 0 0 0 0 0 1 3 4
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? 0 0 0 0 0 7 19 30
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 0 3 11
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 1 2 15
Optimal Multi-Period Consumption and Investment with Short-Sale Constraints 0 0 0 0 0 0 2 3
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 0 0 1 8 21
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 2 8 16
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 1 5 15 25
Volatility of aggregate volatility and hedge funds returns 0 0 2 29 4 18 27 92
Volatility of aggregate volatility and hedge funds returns 0 0 2 20 0 3 20 87
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 0 0 1 8
Total Working Papers 0 0 4 49 5 38 113 318


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia 0 0 0 16 0 1 3 35
Aggregate volatility expectations and threshold CAPM 0 0 0 4 1 2 9 43
Does aggregate uncertainty explain size and value anomalies? 0 0 1 2 0 0 2 5
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 3 0 0 0 11
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 7 0 0 1 47
Volatility of aggregate volatility and hedge fund returns 0 1 7 20 2 7 38 74
Volatility risk and the value premium: Evidence from the French stock market 0 0 1 78 0 0 3 265
Total Journal Articles 0 1 9 130 3 10 56 480


Statistics updated 2019-09-09